000			02061nam a22002177a 4500
020			_a 9780195647907 _cTZS 15,850.244
020			_a0195647904
040			_aMUL _beng _eAACR
082			_a330.015195 NAC
100			_aNachane, Dilip M.
245			_aEconometrics : _btheoretical foundations and empirical perspectives _c/ Dilip M. Nachane
260			_aNew Delhi : _bOxford University Press, _cc2006.
300			_a xv, 868 p. : _bill. ; _c24 cm.
440			_a Oxford textbooks
504			_aIncludes index
505			_a Foundations of probability and related statistical concepts Introduction Mathematical preliminaries Axiomatic approach to probability Elements of measure theory and lebesgue integration Random variables and distribution functions Moments, generating functions and cumulants Classical inference Asymptotic theory Estimation theory Hypothesis testing theory Linear regression models Single equation models General linear model relaxation of assumptions (part I) General linear model relaxation of assumptions (part II) Simultaneous equation models Time series models (including VARs and spectral analysis) Time series analysis (Box-Jenkins methods) Univariate spectral analysis Time series analysis : further topics Multivariate time series modelling Dynamic econometric methods (including causality, exogeneity, unit roots, and cointegration) Forecasting theory and methods Causality and exogeneity Unit roots and fractional differencing Cointegration A methodological epilogue
520			_a"This important new textbook written especially for Indian students, researchers, and teachers comprehensively covers both the theory and the applications aspects of econometrics. It presents a balanced approach to the subject in which the 'how' and 'why' - techniques and programmes as well as empirical illustrations - share an equal emphasis. Developed as a self-contained text and assumes only a basic knowledge of algebra and calculus."--Jacket
546			_aeng
650			_aEconometrics
942			_cBK
999			_c9418 _d9418